Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching

Guixin Hu and Ke Wang

Discrete Dynamics in Nature and Society, 2011, vol. 2011, 1-12

Abstract:

We introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniqueness of the solution.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:549651

DOI: 10.1155/2011/549651

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